SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 138.49 138.70 0.21 0.2% 134.47
High 138.87 138.73 -0.14 -0.1% 139.07
Low 137.71 137.40 -0.31 -0.2% 133.03
Close 137.71 137.59 -0.12 -0.1% 138.68
Range 1.16 1.33 0.17 14.7% 6.04
ATR 1.80 1.76 -0.03 -1.9% 0.00
Volume 120,529,336 138,238,922 17,709,586 14.7% 840,540,601
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 141.90 141.07 138.32
R3 140.57 139.74 137.96
R2 139.24 139.24 137.83
R1 138.41 138.41 137.71 138.16
PP 137.91 137.91 137.91 137.78
S1 137.08 137.08 137.47 136.83
S2 136.58 136.58 137.35
S3 135.25 135.75 137.22
S4 133.92 134.42 136.86
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 155.05 152.90 142.00
R3 149.01 146.86 140.34
R2 142.97 142.97 139.79
R1 140.82 140.82 139.23 141.90
PP 136.93 136.93 136.93 137.46
S1 134.78 134.78 138.13 135.86
S2 130.89 130.89 137.57
S3 124.85 128.74 137.02
S4 118.81 122.70 135.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.34 135.26 4.08 3.0% 1.54 1.1% 57% False False 151,741,167
10 139.34 133.03 6.31 4.6% 1.47 1.1% 72% False False 147,870,100
20 139.34 132.60 6.74 4.9% 1.51 1.1% 74% False False 139,721,191
40 139.34 129.93 9.41 6.8% 1.62 1.2% 81% False False 150,680,110
60 139.34 127.14 12.20 8.9% 1.73 1.3% 86% False False 165,380,521
80 141.66 127.14 14.52 10.6% 1.64 1.2% 72% False False 161,928,910
100 142.21 127.14 15.07 11.0% 1.54 1.1% 69% False False 157,374,571
120 142.21 127.14 15.07 11.0% 1.46 1.1% 69% False False 155,421,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.38
2.618 142.21
1.618 140.88
1.000 140.06
0.618 139.55
HIGH 138.73
0.618 138.22
0.500 138.07
0.382 137.91
LOW 137.40
0.618 136.58
1.000 136.07
1.618 135.25
2.618 133.92
4.250 131.75
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 138.07 138.37
PP 137.91 138.11
S1 137.75 137.85

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These figures are updated between 7pm and 10pm EST after a trading day.

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